FTSE Russell Benchmark Statements v4.7
ftserussell.com An LSEG Business 24 September 2021
Table of Contents
Market Cap Weighted Global 3 EMEA 5 Americas 8 Asia Pacific 9
Rates Americas 12
Alternatively Weighted Global 12 EMEA 14 Americas 15
Factor Exposure Global 16
Sustainable Investment Global 17 Asia Pacific 18
Fixed Income EMEA 20 Americas 22 Asia Pacific 24
Currency Global 25
Multi Asset EMEA 25 Americas 25
Standalone Global 26 EMEA 26 Americas 27
ftserussell.com An LSEG Business 24 September 2021
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement Market Cap Weighted
Global
FTSE All-World High Dividend Yield FTSE All World High-Dividend-Yield FTSE All-World High Dividend Yield FTSE All-World High Dividend Yield FTSE All-World High Dividend Yield Index
Index Web Page Index Ground Rules Index Benchmark Statement
FTSE CNBC Global 300 Index
Series Ground Rules FTSE Global Equity Index Series
FTSE Global Equity Index Series FTSE CNBC Index FTSE CNBC Index Series Web Page
Benchmark Statement FTSE CNBC Asia 100 Index Ground
Rules
FTSE Domestic and Global FTSE Domestic And Global Exposure FTSE Domestic And Global Exposure FTSE Domestic and Global Exposure FTSE Domestic and Global Exposure Exposure Index Series Ground
Index Series Indexes Index Series Web Page Index Series Benchmark Statement
Rules
FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real
Index Series Index Series Estate Index Series Ground Rules FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real Estate
Index Series Web Page Index Series Benchmark Statement FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Dividend+ Index FTSE EPRA Nareit Dividend Plus
Index Series Series Ground Rules
FTSE EPRA Nareit Global Real FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit Global Real Estate Estate Extended Index Series Extended Index Series Benchmark Extended Index Series Extended Index Series Index Series Web Page Ground Rules Statement FTSE EPRA Nareit IdealRatings FTSE EPRA Nareit IdealRatings Islamic FTSE EPRA Nareit IdealRatings Islamic FTSE EPRA Nareit Global Real Estate FTSE EPRA Nareit IdealRatings Islamic Index Series Benchmark Index Series Index Series Index Series Web Page Islamic Index Series Ground Rules Statement
FTSE Fair Value Indexes Ground FTSE Fair Value Indexes Benchmark
FTSE Fair Value Indexes FTSE Fair Value Indexes FTSE Fair Value index Web Page
Rules Statement
FTSE Frontier Index Series Ground FTSE Frontier Index Series
FTSE Frontier Index Series FTSE Frontier Index Series FTSE Frontier Index Series Web Page
Rules Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 3 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement FTSE Frontier 50 Index Ground
Rules
Global
FTSE Global China A Inclusion Index FTSE Global China A Inclusion FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Global China A Inclusion Indexes
Series Web Page Index Series Ground Rules Benchmark Statement
FTSE Global Equity Index Series Web FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Global Equity Index Series
Page Ground Rules Benchmark Statement
FTSE Global Style Index Series Web FTSE Global Style Index Series FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Global Style Indexes
Page Ground Rules Benchmark Statement
FTSE_Global_Stability_Index_Serie FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Global Stability Index Series FTSE Global Stability Indices Web Page s_Ground_Rules Benchmark Statement
FTSE Global Sustainable Yield Index FTSE Global Sustainable Yield Index FTSE Sustainable Yield Index Series FTSE Global Sustainable Yield FTSE Global Sustainable Yield Index
Series Series Web Page Index Series Ground Rules Series Benchmark Statement.pdf
FTSE Gold Mines Index Series Web FTSE Gold Mines Index Series FTSE Gold Mines Index Series FTSE Gold Mines Index Series FTSE Gold Mines Index Series
Page Ground Rules Benchmark Statement
FTSE Infrastructure Index Series Web FTSE Infrastructure Index Series FTSE Infrastructure Index Series FTSE Global Equity Index Series FTSE Infrastructure Index Series
Page Ground Rules Benchmark Statement
FTSE MPF Index Series Ground FTSE MPF Index Series Benchmark
FTSE MPF Indexes FTSE MPF Indexes FTSE MPF Index Series Web Page
Rules Statement
FTSE Multinationals Index Series Web FTSE Multinationals Index Series FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Indexes
Page Ground Rules Benchmark Statement
FTSE Renaissance IPO Index Web FTSE Renaissance Global IPO FTSE Renaissance Global IPO Index FTSE Renaissance Global IPO Indexes FTSE Renaissance IPO Indexes
Page Index Series Series Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 4 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement FTSE Saudi Arabia Inclusion Indexes FTSE Saudi Arabia Inclusion Index FTSE Global Equity Index Series FTSE Global Equity Index Series FTSE Saudi Arabia Inclusion Index Series
Web Page Series Ground Rules Benchmark Statement
FTSE Global Equity Shariah Index FTSE Global Equity Shariah Index FTSE Global Equity Shariah Index FTSE Global Equity Shariah Index FTSE Global Equity Shariah Index Series
Series Series Web Page Series Ground Rules.pdf Series Benchmark Statement
Global
FTSE Daily Short Indices Ground
Rules FTSE Daily Leveraged Indices FTSE Short-and-Leveraged Indexes FTSE Short & Leveraged Indexes FTSE Short & Leveraged Indexes Benchmark Statement
Web Page FTSE Daily Leveraged Indices
Ground Rules
FTSE Super-Liquid Index Series Web FTSE Super Liquid Index Series FTSE Super Liquid Index Series FTSE Super Liquid Indexes FTSE Super Liquid Indexes Page Ground Rules Benchmark Statement FTSE Emerging Sustainable Yield FTSE Emerging Sustainable Yield 150 FTSE Emerging Sustainable Yield 150 FTSE Emerging Sustainable Yield 150
FTSE Sustainable Yield Web Page 150 Capped 10 percent Index Capped 10 percent Index Benchmark Capped 10% Index Capped 10% Index
Ground Rules Statement
Heitman_Prime_Real_Estate_Index Heitman Prime Real Estate Index Heitman Prime Real Estate Index Series Heitman Prime Real Estate Index Series - _Series.pdf Series Benchmark Statement
FTSE_Yield_Weighted_Index_Serie FTSE_Yield_Weighted_Index_Series_ FTSE Yield Weighted Index Series FTSE Yield Weighted Index Series - s_Ground_Rules.pdf BS.pdf
FTSE Custom Global Core Infrastructure FTSE Custom Global Core Infrastructure FTSE_Custom_Global_Core_Infrast FTSE Custom Global Core Islamic Index Islamic Index custom-methodologies ructure_Islamic_Index_Ground_Rule Infrastructure Islamic Index s.pdf Benchmark Statement
EMEA
FTSE AIM Index Series Rules FTSE AIM Index Series Benchmark
FTSE AIM Indexes FTSE AIM Indexes FTSE AIM Index Series Web Page
Ground Rules Statement
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FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement FTSE ASEA-Pan-Africa Index Series FTSE ASEA Pan Africa Index Series FTSE ASEA Pan Africa Index Series FTSE ASEA Pan Africa Index Series FTSE ASEA Pan Africa Index Series
Web Page Ground Rules Benchmark Statement
FTSE CSE-Morocco Index Series Web FTSE CSE Morocco Index Series FTSE CSE Morocco Index Series FTSE CSE Morocco Index Series FTSE CSE Morocco
Page Ground Rules Benchmark Statement
FTSE European Index Series FTSE Global Equity Index Series
FTSE Global Equity Index Series FTSE European Indexes FTSE European Indexes Web Page
Ground Rules Benchmark Statement
FTSE Italia Index Series Ground
Rules
FTSE Italia PIR Mid Cap Ground
Rules
FTSE Italia PIR Large Mid Cap
FTSE Italia Index Series (and MIB) Web Ground Rules FTSE Italia Index Series Benchmark FTSE Italia Index Series (Inc FTSE MIB) FTSE Italia Index Series (Inc FTSE MIB)
Page Statement
FTSE MIB Index Ground Rules
FTSE MIB Open Index Ground
Rules
FTSE MIB Dividend Index Ground Rules
FTSE Med Index Benchmark
FTSE MED Index FTSE MED Index FTSE Med Index Web Page FTSE Med Index Ground Rules
Statement
FTSE NASDAQ Dubai Index Series
Ground Rules FTSE NASDAQ-Dubai Index Series FTSE Nasdaq Dubai Index Series FTSE Nasdaq Dubai Index Series FTSE Nasdaq Dubai Indexes
Web Page Benchmark Statement FTSE NASDAQ Dubai Shariah
Index Series Ground Rules
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FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
EMEA
FTSE NORDIC 30 Index Ground
Rules
FTSE Sweden 30 Index Ground
Rules FTSE Global Equity Index Series
FTSE Global Equity Index Series FTSE Nordic Indexes FTSE Nordic Index Series Web Page
Benchmark Statement FTSE Finland 25 Index Ground
Rules
FTSE Denmark 20 Index Ground
Rules
FTSE NSX Index Series Ground FTSE NSX Index Series Benchmark
FTSE NSX Index Series FTSE NSX Index Series FTSE NSX Index Series Web Page
Rules Statement
FTSE NSE Kenya Index Series FTSE NSE Kenya Index Series
FTSE NSE Kenya Index Series FTSE NSE Kenya Indexes FTSE NSE-Kenya Index Web Page
Ground Rules Benchmark Statement
FTSE TechMARK Index Series Web FTSE techMARK Index Series FTSE techMARK Index Series FTSE Techmark Index Series FTSE TechMARK Index
Page Ground Rules Benchmark Statement
FTSE Tradable Plus Index Series FTSE Tradable Plus Index Series
FTSE Tradable Plus Index Series FTSE Tradable Plus Index Series FTSE Tradable Plus Index Web Page
Ground Rules Benchmark Statement
FTSE UK Index Series Ground FTSE UK Index Series Benchmark
FTSE UK Index Series FTSE UK Index Series FTSE UK Index Series Web Page
Rules Statement
FTSE UK Listed Africa Index Ground FTSE UK Listed Africa Index FTSE UK Listed Africa Index FTSE UK Listed Africa Index Rules Benchmark Statement
FTSE UK Equity Income Index FTSE UK Equity Income Index FTSE UK Equity Income Index FTSE UK Equity Income Index custom-methodologies Ground Rules Benchmark Statement
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FTSE Russell Benchmark Statements
Index Family Name Index Series Name Link to web page Link to Ground Rules Link to Benchmark Statement
EMEA
FTSE UK Dividend Plus Index FTSE UK Dividend Plus Index FTSE UK Dividend+ Index Series FTSE UK Dividend+ Index Series FTSE UK Index Series Web Page Ground Rules Benchmark Statement
FTSE JSE Africa Index Series
Ground Rules
FTSE JSE All Africa Index Series
Ground Rules FTSE JSE Africa Index Series
FTSE/JSE Africa Index Series FTSE/JSE Africa Index Series FTSE JSE Index Series Web Page
Benchmark Statement FTSE JSE All Africa Index Series
Ground Rules
FTSE JSE Responsible Investment
Index Ground Rules
FTSEuroFirst Index Series Ground FTSE Global Equity Index Series
FTSE Global Equity Index Series FTSEurofirst Index Series FTSEurofirst Index Series Web Page
Rules Benchmark Statement
Americas
FTSE Canada All Cap Sectors Capped FTSE Canada-All Cap Sectors Capped FTSE Canada All Cap Sectors FTSE Global Equity Index Series FTSE Global Equity Index Series
Indexes Indexes Web Page Capped Index Series Ground Rules Benchmark Statement
Russell US Equity Indexes
Construction and Methodology Russell US Indexes Benchmark
Russell U.S. Indexes Russell U.S. Indexes Russell-US Indexes Web Page
Statement Russell US Equity Indexes IOSCO
Construction and Methodology
Russell US Equity Indexes Russell US Indexes Benchmark
Russell U.S. Indexes Russell US Style Indexes Russell-US-Style Index Web Page
Construction and Methodology Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 8 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Americas
FTSE US Total Market Index Series (US FTSE US Total Market Index Series (US FTSE US TMI Series Benchmark FTSE US TMI Index Web Page FTSE US TMI Series Ground Rules TMI) TMI) Statement
FTSE Nareit US Real Estate Index
Series Ground Rules
FTSE Nareit US Real Estate FTSE Nareit US Real Estate Index
FTSE Nareit US Real Estate Indices FTSE Nareit US Real Estate Indices FTSE Nareit Index Series Web Page
Capped Index Series Ground Rules Series - Benchmark Statement
FTSE Nareit Preferred Stock Index
Ground Rules
Asia Pacific
FTSE ASEAN 40 Index Series
Ground Rules FTSE ASEAN Index Series
FTSE ASEAN Indexes FTSE ASEAN Indexes FTSE ASEAN Index Series Web Page
Benchmark Statement FTSE ASEAN Index Series Ground
Rules
FTSE Australian Equity Index Series FTSE Australian Equity Index Series
FTSE Australian Equity Indexes FTSE Australian Equity Indexes FTSE Australian Equity Index Web Page
Ground Rules Benchmark Statement
FTSE Bursa Malaysia Index Series
Ground Rules FTSE Bursa Malaysia Index Series Web FTSE Bursa Malaysia Index Series FTSE Bursa Malaysia Index Series FTSE Bursa Malaysia Index Series Page Benchmark Statement FTSE4Good Bursa Malaysia Index
Ground rules
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 9 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Asia Pacific
FTSE China Index Series Ground
Rules Ground Rules
FTSE China A All Share Index
Series Ground Rules
FTSE China A50 Index Ground
Rules
FTSE China A All Cap Index Series FTSE China Index Series Benchmark
FTSE China Indexes FTSE China Indexes FTSE China Indexes Web Page
Ground Rules Statement
FTSE China 50 Index Ground Rules
FTSE China A-H 50 Index Ground
Rules
FTSE Total China Connect Index
Ground Rules
FTSE SET Index Series Ground FTSE SET Index Series Benchmark
FTSE SET Index Series FTSE SET Index Series FTSE SET Index Series Web Page
Rules Statement
FTSE SGX-Shariah Index Series Web FTSE SGX Shariah Index Series FTSE SGX Shariah Index Series FTSE SGX Shariah Indexes FTSE SGX Shariah Indexes
Page Ground Rules Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 10 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Asia Pacific
FTSE TWSE Taiwan Index Series
Ground Rules
FTSE TWSE Taiwan Dividend Plus
Index Ground Rules FTSE TWSE Taiwan Index Series Web FTSE TWSE Taiwan Index Series FTSE TWSE Taiwan Index Series FTSE TWSE Taiwan Indexes
Page Benchmark Statement FTSE TWSE RAFI Taiwan Index
Series Ground Rules
FTSE TWSE Taiwan Shariah Index
Ground Rules
FTSE Vietnam Index Series Ground FTSE Vietnam Index Series
FTSE Vietnam Index FTSE Vietnam Index FTSE Vietnam Index Web Page
Rules Benchmark Statement
FTSE Hong Kong 50 Index Ground FTSE Hong Kong 50 Index
FTSE Hong Kong 50 Index FTSE Hong Kong 50 Index FTSE Hong Kong 50 Index Web Page
Rules Benchmark Statement
FTSE ST Index Series Ground
Rules
FTSE Singapore Index Series
FTSE Singapore Index Series FTSE Singapore Index Series Incl STI FTSE ST and STI Indexes Web Page Straits Times Index Ground Rules
Benchmark Statement
Straits Times Index Dividend Index
Ground Rules
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FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Rates
Americas
FTSE 3 Month US T-Bill + 4% Index FTSE 3 Month US T Bill plus 4 FTSE 3 Month US T Bill Plus 4% FTSE 3 Month US T-Bill + 4% Index FTSE 3 Month Us T-Bill + 4% Index
Web Page percent Index Ground Rules Index Benchmark Statement
Alternatively Weighted
Global
FTSE Global Minimum Variance
Index Series Ground Rules FTSE Minimum Variance Index Series FTSE Minimum Variance Index Series FTSE Minimum Variance Indexes FTSE Minimum Variance Indexes
Web Page Benchmark Statement FTSE 100 Minimum Variance Index
Series Ground Rules
FTSE GDP Weighted Index Series Web FTSE GDP Weighted Index Series FTSE GDP Weighted Index Series FTSE GDP Weighted Index Series FTSE GDP Weighted Index Series
Page Ground Rules Benchmark Statement
FTSE GWA Index Series Ground FTSE GWA Index Series Benchmark
FTSE GWA Index Series FTSE GWA Index Series FTSE GWA Index Series Web Page
Rules Statement
FTSE EDHEC-Risk Index Series Web FTSE EDHEC Risk Efficient Index FTSE EDHEC Risk Efficient Index FTSE EDHEC Risk Efficient Indexes FTSE EDHEC Risk Efficient Indexes
Page Series Ground Rules Series Benchmark Statement
FTSE Global Equal Risk FTSE Equal Risk Contribution (ERC) FTSE Equal Risk Contribution (ERC) FTSE Equal Risk Contribution Index FTSE Equal Risk Contribution Index Contribution Index Series Ground
Indexes Indexes Series Web Page Series Benchmark Statement
Rules
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 12 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Global
FTSE High Dividend Low Volatility Index FTSE High Dividend Low Volatility FTSE High Dividend Low Volatility FTSE High Dividend Low Volatility FTSE High Dividend Low Volatility
Series Web Page Index Ground Rules Index Series Benchmark Statement
Russell-Geographic-Exposure Index Russell Geographic Exposure Russell Geographic Exposure Indexes Russell Geographic Exposure Indexes Russell Geographic Exposure Indexes
Web Page Indexes Ground Rules Benchmark Statement
FTSE Low Beta Equal Weight Index FTSE Low Beta Equal Weight Index FTSE Low Beta Equal Weight Index FTSE Low Beta Equal Weight Index FTSE Low Beta Equal Weight Index
Series Series Series Web Page Series Ground Rules Series Benchmark Statement
FTSE RAFI Index Series Ground
Rules FTSE RAFI Index Series Benchmark
FTSE RAFI Index Series FTSE RAFI Index Series FTSE RAFI Index Series Web Page
Statement FTSE RAFI QSR Index Series
Ground Rules
Russell RAFI Index Series Russell RAFI Index Series Benchmark
FTSE RAFI Index Series Russell RAFI Indexes Russell-RAFI Index Web Page
Construction and Methodology Statement
FTSE RAFI Low Volatility Index Series FTSE RAFI Low Volatility Index FTSE RAFI Low Volatility Index Series FTSE RAFI Low Volatility Index Series FTSE RAFI Low Volatility Index Series
Web Page Series Ground Rules Benchmark Statement
Russell RAFI Select Real Estate Index Russell-RAFI-Real Estate Index Web Russell RAFI Index Series Russell RAFI Select Real Estate Index Russell RAFI Select Real Estate Indexes
Series Page Construction and Methodology Series Benchmark Statement
FTSE Global Financial Metrics FTSE Global Financial Metrics FTSE Global Financial Metrics Weighted FTSE Global Financial Metrics Weighted FTSE Financial Metrics Weighted Index Weighted Index Series Ground Weighted Index Series Benchmark Index Series Index Series Series Web Page Rules Statement
FTSE_Synthetic_Index_Series_Gro FTSE Synthetic Index Series FTSE Synthetic Index Series FTSE Synthetic Index Series - und_Rules.pdf Benchmark Statement
FTSE_Custom_Synthetic_Fixed_Div FTSE Custom Synthetic Fixed FTSE Custom Synthetic Fixed Dividend FTSE Custom Synthetic Fixed Dividend custom-methodologies idend_Index_Series_Ground_Rules. Dividend Index Series Benchmark Index Series Index Series pdf Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 13 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
FTSE_Decrement_Index_Series_Gr FTSE Decrement Index Series FTSE Decrement Index Series FTSE Decrement Index Series ound_Rules.pdf Benchmark Statement FTSE Transatlantic Equal Weight Index FTSE Transatlantic Equal Weight Index FTSE Transatlantic Equal Weight FTSE Transatlantic Equal Weight custom-methodologies Series Series Index Series Ground Rules Index Series Benchmark Statement FTSE_Thematic_Index_Series_Gro FTSE Thematic Index Series FTSE Thematic Index Series FTSE Thematic Index Series und_Rules.pdf Benchmark Statement
EMEA
FTSE UK Equally Weighted Index
Series Ground Rules FTSE Equally Weighted Indexes Web FTSE UK Equally Weighted Index FTSE UK Index Series FTSE UK Equally Weighted Indexes
Page Series Benchmark Statement FTSE 100 Semi Annual Equally
Weighted Index Ground Rules FTSE_Eurozone_Equal_Sector_50_ EW_Select_Index_Ground_Rules FTSE Eurozone Equal Weight Index FTSE Eurozone Equal Weight Index FTSE Eurozone Series FTSE_Eurozone_Top_70_Equal_W Series Benchmark Statement eight_Index_Ground_Rules
FTSE DAR Reference Prices – FTSE DAR Reference Prices – FTSE DAR Reference Prices – Benchmark Assets Benchmark Benchmark Assets Benchmark Assets
Statement
FTSE Digital Asset Index Series FTSE Digital Asset Index Series FTSE Digital Asset Index Series FTSE Digital Asset Index Series FTSE Digital Asset Index Series Ground Rules Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 14 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Americas
Russell Equal Weight Indexes Russell Equal Weight Indexes
Russell U.S. Indexes Russell Equal Weight Indexes Russell-Equal-Weight Index Web Page
Construction and Methodology Benchmark Statement
Russell High Efficiency Defensive Russell US High Efficiency™ Defensive Russell US High Efficiency™ Defensive Russell-US-High-Efficiency-Defensive Russell US High Efficiency Defensive Indexes Construction and
Indexes Indexes Index Web Page Indexes Benchmark Statement
Methodology
FTSE US Risk Premium Index Series FTSE US Risk Premium Index FTSE US Risk Premium Index Series FTSE US Risk Premium Index Series FTSE US Risk Premium Index Series
Web Page Series Ground Rules Benchmark Statement
FTSE Focused Value Index Series FTSE Focused Value Index Series FTSE Focused Value Index Series FTSE Focused Value Index Series Ground Rules Benchmark Statement
Russell Pure Styles Indexes Russell Pure Style Indexes
Russell Pure Style Indexes Russell Pure Style Indexes Russell-Pure-Style Index Web Page
Construction and Methodology Benchmark Statement
FTSE Dividend Growth Indexes Web FTSE Dividend Growth Indexes FTSE Dividend Growth Indexes FTSE Dividend Growth Indexes FTSE Dividend Growth Indexes
Page Ground Rules Benchmark Statement
Asia
Barclays China Connect Low Volatility Barclays China Connect Low Volatility Barclays China Connect Low Barclays China Connect Low Volatility Equity Index Equity Index Volatility Equity Index Ground Rules Equity Index Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 15 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Factor Exposure
Global
FTSE Global Factor Index Series Web FTSE Global Factor Index Series FTSE Global Factor Index Series FTSE Global Factor Index Series FTSE Global Factor Index Series
Page Ground Rules Benchmark Statement
FTSE Smart Sustainability Index Series FTSE Smart Sustainability Index FTSE Smart Sustainability Index FTSE Smart Sustainability Index Series FTSE Smart Sustainability Index Series
Web Page Ground Rules Series Benchmark Statement
FTSE Target Exposure Index Series FTSE Target Exposure Index Series FTSE Target Exposure Index Series FTSE Target Exposure Index Series Ground Rules Benchmark Statement
JP Morgan Diversified US Factor Equity Index Series Ground Rules
JP Morgan Global Diversified Factor Equity Index Series Ground Rules JP Morgan Diversified Factor Index Custom Index Methodologies JP Morgan Diversified Factor Index JP Morgan Diversified Factor Index Series Series Series Benchmark Statement
JP_Morgan_US_Single_Factor_Inde x_Series_Ground_Rules.pdf
Russell US Factors Style Index Russell US Factors Style Index Series Russell US Factors Style Index Series Russell US Factors Style Index Series Series Ground Rules Benchmark Statement
Invesco Dynamic Multifactor Index FTSE Invesco Dynamic Multifactor Web FTSE_Invesco_Dynamic_Multifactor FTSE Invesco Dynamic Multifactor Invesco Dynamic Multifactor Index Series Series Page _Index_Series.pdf Index Series Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 16 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Sustainable Investment
Global
FTSE Divest-Invest Index Series Web FTSE Divest Invest Index Series FTSE Divest-Invest Index Series FTSE Divest-Invest Indexes FTSE Divest-Invest Indexes
Page Ground Rules Benchmark Statements
FTSE Environmental Opportunities
Index Series Ground Rules
FTSE Environmental Markets Index FTSE Environmental Markets Index FTSE Environmental Opportunities FTSE Environmental Opportunities FTSE Environmental Markets Index Series
Series Series Web Page UK Index Series Ground Rules Index Series Benchmark Statement
FTSE Environmental Opportunities
AIM Ground Rules
FTSE Environmental Markets Index FTSE Environmental Markets Index FTSE Environmental Technology FTSE Environmental Technology FTSE Environmental Markets Index Series
Series Series Web Page Index Series Ground Rules Index Series Benchmark Statement
FTSE EPRA Nareit Green Indexes Web FTSE EPRA Nareit Green Indexes FTSE EPRA Nareit Green Indexes FTSE EPRA Nareit Green Indexes FTSE EPRA Nareit Green Indexes Page Ground Rules Benchmark Statement
FTSE ESG Index Series Ground FTSE ESG Index Series Benchmark
FTSE ESG Index Series FTSE ESG Index Series FTSE ESG Index Series Web Page
Rules Statement
FTSE Custom ESG Screened Index FTSE Custom ESG Screened Index FTSE_Custom_ESG_Screened_Ind FTSE Custom ESG Screened Index Series Series custom-methodologies ex_Series_Ground_Rules Series Benchmark Statement
FTSE ESG Low Carbon Select FTSE ESG Low Carbon Select Index FTSE ESG Low Carbon Select Index FTSE ESG Low Carbon Select Index custom-methodologies Index Ground Rules Benchmark Statement
FTSE France 40 Low Carbon ESG FTSE France 40 Low Carbon ESG FTSE France 40 Low Carbon ESG FTSE France 40 Low Carbon ESG custom-methodologies Screened Index Series Ground Screened Index Series Benchmark Screened Index Screened Index Rules Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 17 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Global
FTSE Vanguard SRI Developed and FTSE Vanguard SRI Developed and FTSE Vanguard SRI Developed and FTSE Vanguard SRI Developed and custom-methodologies Developed Europe Index Series Developed Europe Index Series Developed Europe Index Series Developed Europe Index Series Ground Rules Benchmark Statement
FTSE ex Fossil Fuels Index Series
Ground Rules FTSE Ex-fossil-fuels Index Series Web FTSE ex Fossil Fuels Index Series FTSE Ex Fossil Fuels Index Series FTSE Ex Fossil Fuels Index Series
Page Benchmark Statement FTSE All-World ex Coal Index
Series Ground Rules
FTSE Atlantic ESG Equal Weight FTSE Atlantic ESG Equal Weight FTSE Atlantic ESG Equal Weight Index FTSE Atlantic ESG Equal Weight Index custom-methodologies Index Ground Rules Index Benchmark Statement
FTSE4Good Index Series Ground
Rules
FTSE4Good Environmental Leaders
40 Index Ground Rules
FTSE4Good Index Series Benchmark FTSE4Good IBEX Index Ground
FTSE4Good Index Series Web Page Statement
Rules
FTSE4Good Indexes FTSE4Good Indexes FTSE4Good Bursa Malaysia Index
Ground Rules
FTSE4Good TIP Taiwan ESG Index
Ground Rules
FTSE4Good Custom Developed FTSE4Good Custom Developed custom-methodologies Exclusions Index Benchmark Exclusions Index Ground Rules Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 18 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
FTSE_Global_Choice_Index_Series FTSE Global Choice Index Series FTSE Global Choice Series FTSE Global Choice Index Series FTSE Global Choice Web Page _Ground_Rules.pdf Benchmark Statement
FTSE Global Climate Index Series Web FTSE Global Climate Index Series FTSE Global Climate Index Series FTSE Global Climate Index Series FTSE Global Climate Index Series
Page Ground Rules Benchmark Statement
FTSE Green Revenues Index Series FTSE Green Revenues Index Series FTSE Green Revenues Index Series FTSE Green Revenue Index Series FTSE Green Revenue Index Series
Web Page Ground Rules Benchmark Statement
FTSE Women On Boards Leadership FTSE Women On Boards Leadership FTSE Women on Boards Leadership FTSE Women on Boards Leadership FTSE Women On Boards Leadership
Index Series Index Series Index Web Page Index Series Ground Rules Index Series Benchmark Statement
FTSE TPI Climate Transition Index FTSE TPI Climate Transition Index FTSE TPI Climate Transition Index FTSE TPI Climate Transition Index Series FTSE TPI Climate Transition Web Page Series Series Ground Rules Series Benchmark Statement
FTSE Dividend Growth with Quality FTSE Dividend Growth with Quality Index FTSE_Dividend_Growth_with_Qualit FTSE Dividend Growth with Quality custom-methodologies Index Series Series y_Index_Series_Ground_Rules Index Series Benchmark Statement FTSE_All_Share_ex_Investment_Tr FTSE All-Share ex Investment Trusts FTSE All-Share ex Investment Trusts FTSE All-Share ex Investment Trusts ESG usts_ESG_Climate_Select_Index_G custom-methodologies ESG Climate Select Index Benchmark ESG Climate Select Index Climate Select Index round_Rules Statement
Asia Pacific
FTSE Blossom Japan Index Ground FTSE Blossom Japan Index
FTSE Blossom Japan Index FTSE Blossom Japan Index FTSE Blossom Japan Index Web Page
Rules Benchmark Statement
FTSE Russell An LSEG Business | FTSE Russell Benchmark Statements, v4.7, 24 September 2021 19 of 27
FTSE Russell Benchmark Statements
Link to Benchmark Index Family Name Index Series Name Link to web page Link to Ground Rules Statement
Fixed Income
EMEA
FTSE Actuaries UK Gilts Index Series FTSE Actuaries UK Gilts Index FTSE Actuaries UK Gilts Index Series FTSE Actuaries UK Gilts Index Series FTSE Actuaries UK Gilts Index Series
Web Page Series Ground Rules Benchmark Statement
FTSE_JSE_Fixed_Income_Index_S FTSE JSE Fixed Income Index Series FTSE JSE Fixed Income Index Series FTSE JSE Fixed Income Index Series FTSE JSE Web Page eries_Ground_Rules.pdf Benchmark Statement
FTSE ORB Index Series Ground FTSE ORB Index Series Benchmark
FTSE ORB Index Series FTSE ORB Index Series FTSE ORB Web Page
Rules Statement
FTSE NSE Kenyan Shilling FTSE NSE Kenyan Shilling FTSE NSE Kenyan Shilling Government FTSE NSE Kenyan Shilling Government
FTSE NSE-KES-Bond Web Page Government Bond Index Ground Government Bond Index Series Bond Index Series Bond Index Series
Rules Benchmark Statement
FTSE MTS Covered Bond Indices FTSE MTS Covered Index Series
FTSE MTS Covered Index Series FTSE MTS Covered Index Series FTSE MTS Web Page
Ground Rules Benchmark Statement
FTSE MTS Fedfund Index Series
FTSE MTS Deposit Index Series FTSE MTS Fedfund Index Series FTSE MTS Web Page
Benchmark Statement FTSE MTS Deposit Index Series
Ground Rules FTSE MTS EONIA Index Series
FTSE MTS Deposit Index Series FTSE MTS EONIA Index Series FTSE MTS Web Page
Benchmark Statement
FTSE MTS Eurozone Government FTSE MTS Government Bond Index FTSE MTS Eurozone Government Bond
FTSE MTS Web Page Bond Index Ex-CNO Etrix Series Series Index Ex-CNO Etrix Series
Ground Rules
FTSE MTS Government Bond Index FTSE MTS Eurozone Government Broad FTSE MTS Eurozone Government FTSE MTS Government Bond Index
FTSE MTS Web Page
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FTSE Russell Benchmark Statements
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EMEA
FTSE MTS Eurozone High-Yield FTSE MTS Government Bond Index FTSE MTS Eurozone High-Yield Government Bond Index Ground Series Government Bond Index
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Ground Rules
FTSE MTS Government Bond Index FTSE MTS Eurozone Government Bill FTSE MTS Eurozone Government
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FTSE MTS Government Bond Index FTSE MTS Italy Bond Index Series FTSE MTS Italy Bond Index Series
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Guide to the Calculation of Tradeweb FTSE Gilt Closing Prices Tradeweb FTSE Gilt Closing Prices Tradeweb FTSE Gilt Closing Prices
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FTSE Russell Benchmark Statements
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Americas
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FTSE Canada Universe and Maple FTSE Canada Bond Index Series
FTSE Canada Bond Index Series FTSE Canada Universe Bond Index FTSE Canada Indices Web Page
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FTSE_Canada_0_Plus_Year_Univer FTSE Canada Bond Index Series FTSE Canada Universe 0+ Index FTSE Canada Indices Web Page se_Bond_Index_Series_Ground_Rul es FTSE Canada Maturity Corporate FTSE Canada Maturity Corporate Bond FTSE Canada Maturity Corporate FTSE Canada Bond Index Series FTSE Canada Indices Web Page Bond Index Series Benchmark Index Bond ndex Series Ground Rules Statement
FTSE Canada Universe and Maple
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FTSE Canada High Yield Bond
FTSE Canada Bond Index Series FTSE Canada High Yield Bond Index FTSE Canada Indices Web Page
Index Ground Rules
FTSE Canada Bond Index Series FTSE Canada NVCC Bond Index FTSE Canada Indices Web Page FTSE_Canada_NVCC_Bond_Index
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FTSE Russell Benchmark Statements
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FTSE Canada Convertible Bond FTSE Canada Convertible Bond Index
FTSE Canada Convertible Bond Index FTSE Canada Convertible Bond Index FTSE Canada Indices Web Page
Index Rules Ground Rules Benchmark Statement
FTSE Canada Investment Grade 1-5 FTSE Canada Laddered Bond Index FTSE Canada Investment Grade 1-5
FTSE Canada Indices Web Page Year Laddered Corporate Bond Series Laddered Corporate Bond Index
Index Ground Rules FTSE Canada Investment Grade 1- FTSE Canada Laddered Bond Index FTSE Canada Investment Grade 1-10 FTSE Canada Laddered Bond Index FTSE Canada Indices Web Page 10 Year Laddered Corporate Bond
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FTSE Canada Laddered Bond Index FTSE Canada 1-5 Laddered Corporate FTSE Canada 1-5 Year Laddered
FTSE Canada Indices Web Page
Series Bond Index Corporate Bond Index Ground Rules
FTSE Canada Laddered Bond Index FTSE Canada 1-5 Laddered Government FTSE Canada 1-5 Year Laddered
FTSE Canada Indices Web Page
Series Bond Index Bond Index Ground Rules
FTSE Canada 1-5 Year All FTSE Canada Laddered Bond Index FTSE Canada 1-5 All Government FTSE Canada Indices Web Page Government Laddered Bond Index FTSE Canada Laddered Bond Index Series Laddered Bond Index Series Ground Rules Series Benchmark Statement
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FTSE Canada Liquid Universe Bond FTSE Canada Liquid Bond Index FTSE Canada Liquid Bond Index Series FTSE Canada Liquid Universe Bond Index FTSE Canada Indices Web Page
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FTSE Canada Treasury Bill Index FTSE Treasury Bill Index Series FTSE Canada Treasury Bill Index FTSE Canada Treasury Bill Index FTSE Canada Indices Web Page Series Ground Rules Benchmark Statement
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FTSE Russell Benchmark Statements
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Currency
Global
FTSE World Parity Unit Ground FTSE World Parity Unit Index
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FTSE Currency Forward Rate Bias FTSE Currency FRB Index Series FTSE Currency Forward Rate Bias
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Russell Conscious Currency Index Russell-Conscious-Currency Index Web Russell Conscious Currency Russell Conscious Currency Index Russell Conscious Currency Index Series Construction and
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Methodology
Multi Asset
EMEA and Americas
FTSE UK Level Annuity Index Web FTSE UK Level Annuity Index FTSE UK Level Annuity Index Series FTSE UK Level Annuity FTSE UK Level Annuity
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FTSE Private Investor Index Series Web FTSE Private Investor Index Series FTSE Private Investor Index Series FTSE Private Investor Index Series FTSE Private Investor Index Series
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Market Based Asset Allocation Web FTSE Market Based Allocation Index FTSE Market Based Allocation Index FTSE Market Based Allocation Index FTSE Market Based Allocation Index Series Series Page Ground Rules Series Benchmark Statement
FTSE Multi-Asset Composite Index FTSE Multi-Asset Composite Index FTSE Multi-Asset Composite Index FTSE Multi-Asset Composite Index FTSE Multi-Asset Composite Index Series Series Series web page Series Ground Rules Series Benchmark Statement
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FTSE Russell Benchmark Statements
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Standalone
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FTSE BRIC 50 Index Benchmark
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FTSE MFGAM-infrastructure Index Web MFGAM Core Infrastructure Index FTSE MFGAM Core Infrastructure FTSE MFGAM Core Infrastructure FTSE MFGAM Core Infrastructure
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FTSE MV Exchanges Index Series Web FTSE MV Exchanges Index Ground FTSE Mondo Visione Exchanges FTSE Mondo Visione Exchanges Index FTSE Mondo Visione Exchanges Index
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EMEA
FTSE Coast Kuwait 40 Index FTSE Coast Kuwait 40 Index
FTSE Coast Kuwait 40 FTSE Coast Kuwait 40 FTSE Coast-Kuwait 40 Index Web Page
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FTSE Nigeria IPF Index Ground FTSE Nigeria IPF Index Series
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FTSE IOB Index Benchmark
FTSE IOB Indexes FTSE IOB Indexes FTSE IOB Index Web Page FTSE IOB Index Ground Rules
Statement
FTSE UK Digital Services Index FTSE UK Digital Services Index Series
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FTSE Russell Benchmark Statements
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